Talk:LIBOR market model

Marked as stub
I'm marking this as a stub as I believe it could be substanially improved by a more detailed description of how the LIBOR Market Model actually works. Including some basic formulas, as opposed to just a reference to the Black model, would be very useful. Ronnotel 17:43, 26 June 2006 (UTC)

I think this entry was made to promote book sales rather then explain anything
I think this entry was made to promote book sales rather then explain anything —The preceding unsigned comment was added by 212.76.37.182 (talk) 11:55, 25 February 2007 (UTC).
 * Say it again Say it again 04:21, 30 June 2007 (UTC)

synonym
Is "instantaneous forward rate" a synonym for "short rate"? Greetings, --Qaswed-Ger (talk) 15:29, 15 November 2011 (UTC)

Definitions
Some of the terms in the formulas have not been defined, e.g., $\rho_{i,j}$ and $\delta$. Could someone please add these definitions? Also p is not defined! Vinzklorthos (talk) 14:33, 2 March 2012 (UTC)